Let’s say I have an army composed of melee units, ranged units and siege (or monks), each one having its own ctrl-group.
At some point I want to select all immediately, which is not necessarily easy on messy battlefields.
Is there a way to ctrl-group all of them, without them losing their individual ctrl-group? 
No, but I’ve occasionally wished that there was. Maybe if Alt + something did it?
my go to always is “select all visible miltary” Hotkey or “select ALL military” Hotkey
It’s not exactly what you’re after, but if you have Groups 1+2+3 on the same screen you can just hit ‘all visible’ and boom it does the job you want. Possible also grabbing that stray monk/treb
If Groups 1+2+3 are not on the same screen you can order them to the same place or “all military” Hotkey to get everyone.
Hope that helps
“select all visible military” hotkey, I like that solution, thank you! 